Trilochan Tripathy

Dr.Trilochan Tripathy joined XLRI as a faculty of Finance in February 2016. Dr. Tripathy has over 18 years of strong research consultation and management training experience under grants, contracts and fee for service basis with industry, independent agencies and organizations. His current research interests are in the broad areas of market integration, cross listing, currency risk modeling, banking liquidity crisis and regulations and asset pricing and valuations. He has published over 50 articles and some of them are in the Journal of Applied Economics, Journal of Quantitative Economics, Resources Policy, Int. Journal of Applied Economics and Finance, Int. Journal of Behavioral Accounting and Finance, Review of Developmental Finance, Int. Journal of intellectual capital and learning etc.. His current teaching interests are in the areas of Corporate Finance, International Financial Management, Futures and Options, Financial Markets and Institutions, Financial Analytics and Computational Finance. Dr. Tripathy has also guided 10 Ph.D Scholars across different areas of finance such as asset pricing, portfolio Management, commodity derivaatives, Strategic Asset Management and Competition and Ecosystem.

*Experience Detail *

• Professor - XLRI (Finance since February 2015)
• Professor - IBS Hyderabad (Economics & Finance - 105 months)

Academic Distinction (Awards and Scholarships)

• Stood 7th in MA Economics, 1992, Ravenshaw College Utkal University, Bhubaneswar
• Best research paper Award in 4th International Conference on Applied Economics, organised by IBS Hyderabad.

Adminstrative Distinction

Successfully launched and Convened M.Sc. Financial Economics Program at IFHE University, Hyderabad

Area of RESEARCH INTERESTS

• International Finance and Banking- Market integration, Cross listing, Forex market liquidity, volatility spillover, Currency derivatives and currency risk modeling, banking liquidity crisis, systemic risk and regulations, credit derivatives.
• Asset Pricing and Valuation- Causes and effect of liquidity risk, liquidity spiral, short selling, index investing and asset valuation.

Journal Articles-Refereed

• Mishra, A.K., McInish T. H and Tripathy. T (2015) Price Movement and Trade sizes on the National Stock Exchange of India. Applied Economics, Vol. 47( 45), pp.4847-4854. [ ABDC-A]
• Tripathy, T; Ranajee; Mishra, A.K. (2015). Modeling volatility persistence and asymmetry in Momentum Returns: An Empirical Examination in India. Int. J. Behavioural Accounting and Finance, Vol. 5, Nos. 3/4, 2015. [ABDC-B]. Tripathy. T and Aluwalia. E (2015) Day Long Effect of Liquidity on Stock Return: An Empirical Investigation in a day of Political and Economic Importance in India. International journal of Economics and Finance, Vol. 7, No. 10, pp. +++ [ABDC-B].
• Alana. L.A and Tripathy T (2015) Long Range Dependence in the Indian Stock Market: Evidence of Fractional Integration, Non-Linearities and Breaks, Journal of Quantitative Economics, DOI 10.1007/s40953-016-0029-4 (2016) pp.3-19 [ABDC B]
• Tripathy. T., Sahoo, D; Kesherwani, A; and Mishra, A.K., (2015). Direct and Indirect Effect of Competition on Firms Valuation, Financial Performance and Competitive Advantage. International Journal of Learning and Intellectual Capital. Vol. 7. No. +++ under production, [ ABDC- B].
• Mishra, A.K., Tripathy. T.,(2015). Macroeconomic Stress, Equity Market Liquidity Spirals and Markov Regime Switching. International Journal of Finance and Economics, Vol. 7 (6), pp. 179-192 [ABDC-B].
• Tripathy, T; Sahoo, D; (2015). Intellectual Capital Efficiency and Firms Financial Performance: Evidence from India. International Journal of Learning and Intellectual Capital. Vol. 6 (1/2), 15-35. [ABDC- B].
• Tripathy. T. and Alana. L.A. (2015) Modeling Time-Varying Volatility of Stock Index Return: An Empirical Examination in India, Review of Developmental Finance vol.6 (2) , pp.8-15.[ Scopus]
• Tripathy T (2014) Modeing Volatility Persistence and Asymmetry: A Study on Selected Non-Ferrous Metals in Indian Market, Resources Policy, Vol.31, pp. 31-39 [ ABDC-A]
• Tripathy T (2014) "Mean Reversion in Agricultural Commodity Prices in India," International Advances in Economic Research, Springer, 20(4), 385-398 [ABDC-C].
• Tripathy, T; Sar, A.K; Sahoo, D (2014) The Effect of Intellectual Capital on Firms Valuation: An Emperical investigation with reference to India. The IUP Journal of Applied Economics, Volume 8, No. 3 pp. 52-76 [ABDC-C]
• Tripathy.T (2012) Relationship between Size and Firm Performance: Empirical Evidence Using Panel Data Method, A Compendium of Essays in Applied Econometrics (Ed), PP. 15-23, Paramount Publication, Hyderabad (coauthored).
• Keshrwani, A and Tripathy.T (2012) Dimensions of perceived Risks and its impact on internet banking Adoption: An empirical investigation , Services Marketing Quaterly, Vol.33, Issue II, PP177-193. [ABDC-A]
• Tripathy.T and Gil-Alana L.A.(2010) Suitability of Volatility Model for Forecasting Stock market return: A Study on the Indian National Stock Exchange American Journal of Applied Sciences, 7(11) PP. 1487-1494. [ABDC-C].
• Tripathy, T. (2008) Volatility and Price Integration in Primary Commodities Market: A Strategic direction in India ICFAI Journal of Business Strategy, March 2008, Hyderabad, India.
• Mohanty. and Tripathy, T., (2007) Orissa Finance: A Behavioural Analysis Published in Finance India, Vol. 21( 3), pp. 965-986 (ABDC-C, Scopus).

• Tripathy, T(2006)Trend adoption and utilisation of high quality seeds- A case study on Orissa Indian Journal of Agricultural cnomics, vol. 61 (1),pp90-107 (ABDC-B).

• Tripathy, T., and Mohanty, B. (2005) Gender Earning Difference and its Socio Economic Implications: A Study in ducation Sector Orissa, The Economic and Political Weekly, Vol. 59(8), pp. 2190-2195.

• Tripathy,T(2005) Suitable Microenterprise:A Step Towards Rural Women Empowerment, IUP Journal of Applied Economics, Vol.2(4), pp.83-93. [ABDC-C].

Published Research Monographs

• Tripathy. T (2012) A Compendium of Essays in Applied Econometrics (ed.) Paramount Publishers, Hyderabad, India, (coauthored).
• Tripathy, T., and Rout, S. (2005) Budget Watch, published by CYSD Bhubaneswar, Orissa, India (coauthored).

Scholarly Books

• Tripathy.T (2011) US Financial Crisis- Shaking the Foundations of Free Market Economy (ed.) Case research Centre, ICFAI University Press, Hyderabad, India, (coauthored).
• Tripathy.T (2011) US Financial Crisis- Changing Face of Global Banking Industry (ed.) Case research Centre, ICFAI University Press, Hyderabad, India, (coauthored).
• Tripathy.T (2008) Business and Development Dynamic Issues in India (ed.) Vol. I , ICFAI University Press, Hyderabad, India, (coauthored).
• Tripathy.T (2008) Business and Development Dynamic Issues in India (ed.) Vol.II ICFAI University Press, Hyderabad, India, (coauthored).
• Tripathy.T (2008) Business and Development Dynamic Issues in India (ed.) Vol. III ICFAI University Press, Hyderabad, India, (coauthored).
• Tripathy, T., and Rout, S. (2005) Budget Watch, published by CYSD Bhubaneswar, Orissa, India (coauthored).
• Tripathy, T; Alana, L; Mishra, A.K; (June 2014 May 2017). Financial Econometrics in Practice. Oxford Publisher, New Delhi, India. (in progress)

Chapters in Scholarly books

• Tripathy.T (2012) Relationship between Size and Firm Performance: Empirical Evidence Using Panel Data Method, A Compendium of Essays in Applied Econometrics (Ed), PP. 15-23, Paramount Publication, Hyderabad (coauthored).
• Tripathy.T (2012) Impact of Merger Announcements on Shareholders Wealth: Evidence from Indian Pharmaceutical Industry, A Compendium of Essays in Applied Econometrics (Ed), PP. 83-93, Paramount Publication, India(coauthored).
• Tripathy.T (2012) Which Trade Move the Prices?: Study on Indian Market, A Compendium of Essays in Applied Econometrics (Ed), PP. 137-144, Paramount Publication, India(coauthored)..
• Tripathy. T (2012) An Empirical Test of the Information Efficiency of the Indian Securities Markets, A Compendium of Essays in Applied Econometrics (Ed), PP. 145-156, Paramount Publication, India (coauthored).. Conference Proceedings-Refereed
• Tripathy. T.,Mishra, A.K., Jain, P.K. & Mishra, & McInish, T H. (2014) Liquidity Spiral and Firm Performance: Evidences from US submitted for presentation in the World Finance Conference 2014, organized by The University of Ca Foscan, Venice, Italy.
• Mishra, A.K., Tripathy. T., Jain, P.K. (2014) Liquidity Spiral and Short Selling Behaviour under Macroeconomics Stress presented in the 4th International Conference on Applied econometrics, March 2014, organized by IBS Hyderabad in collaboration with the Indian Econometric society, India. [ Best of the Best Research Paper award]
• Tripathy, T (January, 2014) Macroeconomic Regimes & Foreign Exchange Rate Volatility in India: A test of volatility asymmetry and Spillover in India, presented in the International conference on Business and Finance organized by IBS Hyderabad and Oklahama State University, USA.
• Mishra, A.K., Tripathy. T., (December, 2013) Identification of Illiquidity and Loss Spiral in US Equity Market under Macroeconomic Stress: A Markov Regime Switching Approach presented in the Great Lakes Yale International Research Conference, organized by Great lakes institute of management in collaboration with Yale university USA.